5 steps to get to a good understanding about a banks credit risk

There is much quality difference between banks pillar 3 reports and many publishing banks ignore important CRD rules. In order to help bank analysts to interpret pillar 3 reports and to ask for additional need-to-know information, we have defined 5 steps to analyse credit risk in this white paper. We briefly describe the concept of risk, economic capital, the requirements of Basel and the CRD and what is in our view the most important information to get your hands on.